+645.9%
SNPS vs MLM
+190.7%
+455.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.2% | +0.3% | -2.9% |
| 7D | -10.2% | -1.2% | -8.9% | -9.8% |
| 30D | -12.8% | +7.9% | -20.8% | -15.6% |
| 3M | +9.9% | -4.5% | +14.3% | +11.3% |
| 6M | -12.4% | -12.6% | +0.3% | -8.8% |
| YTD | -6.3% | -14.9% | +8.6% | -2.1% |
| 1Y | +7.6% | -13.1% | +20.7% | +11.4% |
| 3Y | -9.8% | +21.2% | -31.0% | -17.6% |
| 5Y | +29.2% | +32.0% | -2.8% | +13.0% |
| All | +645.9% | +190.7% | +455.2% | +417.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling